+5.2%
FISR vs VT
+136.8%
-131.6%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.4% | -0.1% |
| 7D | 0.0% | -2.3% | +2.3% | +0.2% |
| 30D | +2.3% | -5.0% | +7.2% | +2.7% |
| 3M | -0.4% | -4.9% | +4.5% | 0.0% |
| 6M | -1.1% | -1.5% | +0.4% | -1.1% |
| YTD | -0.7% | +8.5% | -9.2% | -1.5% |
| 1Y | -0.5% | +11.4% | -11.8% | -1.4% |
| 3Y | +13.5% | +70.1% | -56.5% | +8.1% |
| 5Y | -6.3% | +53.7% | -60.0% | -10.3% |
| All | +5.2% | +136.8% | -131.6% | -3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling